1. Conduct a two-sample t-test at a 1% level of significance to find out if the U.S. stock returns significantly outperform the U.S. corporate bond returns using the monthly data covering the sample period 1980-2019.Please explain the hypothesis and how to use the summary to answer the question. t-Test: Two-Sample Assuming Unequal VariancesRSUSRBUSMean1.0146999220.690161516Variance18.232496413.607841104Observations479479Hypothesized Mean Differencedf660t Stat1.519862092P(T<=t) one-tailt Critical one-tail0.0645122652.332011141P(T<=t) two-tailt Critical two-tail0.129024532.583298942 F-Test Two-Sample for VariancesRSUSRBUSМean1.0146999220.690161516Variance18.232496413.607841104Observations479479df478478F5.053575221P(F<=f) one-tailF Critical one-tail4.83908E-641.23753529

There are two independent samples which are RSUS and RBUS. We have to test whether the U.S. stock returns outperform the U.S. corporate bond returns or not. This is two-independent sample t-test with right-tailed. The level of significance is 0.01.Null hypothesis: There is no difference between U.S. stock and U.S. corporate bond returns. Alternative hypothesis: The U.S. stock returns outperform the U.S. corporate bond returns.The value of the test statistic is t = 1.52. P-value = 0.0645. Conclusion: Since p-value (=0.0645) > α(=0.01), then fail to reject the null hypothesis. There is insufficient evidence to conclude that the U.S. stock returns significantly outperform the U.S. corporate bond returns.

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Statistics

Conduct a two-sample t-test at a 1% level of significance to find out if the U.S. stock returns significantly outperform the U.S. corporate bond returns using the monthly data covering the sample period 1980-2019. Please explain the hypothesis and how to use the summary to answer the question.

Conduct a two-sample t-test at a 1% level of significance to find out if the U.S. stock returns significantly outperform the U.S. corporate bond returns using the monthly data covering the sample period 1980-2019. Please explain the hypothesis and how to use the summary to answer the question.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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